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FUAMX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUAMX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FUAMX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.46%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%2.42%

Returns By Period

In the year-to-date period, FUAMX achieves a -0.46% return, which is significantly higher than FSPSX's -1.94% return.


FUAMX

1D
0.62%
1M
-2.50%
YTD
-0.46%
6M
0.44%
1Y
3.70%
3Y*
2.80%
5Y*
-0.18%
10Y*

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUAMX vs. FSPSX - Expense Ratio Comparison

FUAMX has a 0.03% expense ratio, which is lower than FSPSX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FUAMX vs. FSPSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FUAMX
FUAMX Risk / Return Rank: 4848
Overall Rank
FUAMX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 3232
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 4646
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUAMX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Fidelity International Index Fund (FSPSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FUAMXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.11

-0.23

Sortino ratio

Return per unit of downside risk

1.32

1.56

-0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.60

1.54

+0.06

Martin ratio

Return relative to average drawdown

4.58

5.93

-1.35

FUAMX vs. FSPSX - Sharpe Ratio Comparison

The current FUAMX Sharpe Ratio is 0.89, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FUAMX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FUAMXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.11

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.51

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.46

-0.24

Correlation

The correlation between FUAMX and FSPSX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FUAMX vs. FSPSX - Dividend Comparison

FUAMX's dividend yield for the trailing twelve months is around 3.36%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.36%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FUAMX vs. FSPSX - Drawdown Comparison

The maximum FUAMX drawdown since its inception was -20.25%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FUAMX and FSPSX.


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Drawdown Indicators


FUAMXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-33.69%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-11.39%

+8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.27%

-29.41%

+11.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-6.87%

-10.86%

+3.99%

Average Drawdown

Average peak-to-trough decline

-7.33%

-6.59%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.96%

-1.88%

Volatility

FUAMX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) is 1.72%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FUAMX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUAMXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

7.04%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

10.63%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

16.79%

-11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

15.77%

-9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

16.47%

-10.60%